ChihYuChiang/dlsr: Double Lasso Selection

The \code{doubleLassoSelect} function is an alternative implementation of Double Lasso Selection on OLS. This implementation is based primarily on package \code{glmet} and a paper of O. Urminsky, C. Hansen, and V. Chernozhukov (working draft), as listed in the reference.\cr\cr For original implementation, please see \code{hdm} package by Chernozhukov, Hansen, and Spindler. About the mathematical details of the method, please refer to the original papers listed in the reference section.

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ChihYuChiang/dlsr documentation built on May 30, 2019, 10:45 p.m.